Performance attribution of machine learning methods for stock returns prediction-Reference-Cited by-同舟云学术

Performance attribution of machine learning methods for stock returns prediction

Published:2022-11 Issue: Volume:8 Page:86-104
ISSN:2405-9188
Container-title:The Journal of Finance and Data Science
language:en
Short-container-title:The Journal of Finance and Data Science

Author:

Daul Stéphane^ORCID,Jaisson Thibault,Nagy Alexandra

Publisher

Elsevier BV

Subject

Applied Mathematics,Computer Science Applications,Economics and Econometrics,Finance,Business, Management and Accounting (miscellaneous),Statistics and Probability

Reference13 articles.

1. Machine learning for stock selection;Rasekhschaffe;Financ Anal J,2019

2. Empirical asset pricing via machine learning;Gu;Rev Financ Stud,2020

3. Alpha Go Everywhere: Machine Learning and International Stock Returns;Choi,2022

4. The promises and pitfalls of machine learning for predicting stock returns;Leung;J Financial Data Sci,2020

5. Investable and interpretable machine learning for equities;Li;The Journal of Financial Data Science,2022

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